Journal of Statistics: Advances in Theory and ApplicationsAuthor's: N. A. MOKHLIS, M. M. NASSAR and S. A. EL-WARRAD
Pages: [153] - [187]
Received Date: September 21, 2013
Submitted by:
In this paper, we derive the exact distributions of the differences,
ratios and products and the corresponding moments properties of two
dependent random variables X and Y following the Connor
and Mosimann’s generalized Dirichlet distribution. Using the
distributions of the differences and the ratios, we obtain the
stress-strength reliability function 
A simple way for generation of 
is introduced depending on the marginal
distribution of X and the conditional distribution of Y
given 
Moreover, an application of the results to
real data is provided.
Connor and Mosimann’s generalized Dirichlet distribution, differences of random variables, ratios of random variables, products of random variables, hypergeometric function.
